-56.0%
CELH vs EXPD
+66.3%
-122.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -3.2% |
| 7D | -3.8% | -0.9% | -2.8% | -3.5% |
| 30D | +6.4% | +4.1% | +2.4% | +5.4% |
| 3M | +5.6% | +13.8% | -8.2% | +2.1% |
| 6M | -31.1% | +27.3% | -58.4% | -35.6% |
| YTD | -35.4% | +25.4% | -60.8% | -40.0% |
| 1Y | -46.9% | +54.4% | -101.2% | -54.2% |
| 3Y | -56.0% | +67.9% | -123.9% | -65.8% |
| All | -56.0% | +66.3% | -122.3% | -65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EXPD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling